+130.8%
SLB vs ADP
+49.8%
+81.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.8% |
| 7D | +0.8% | -3.4% | +4.3% | +1.9% |
| 30D | +15.8% | +2.8% | +13.0% | +14.9% |
| 3M | -0.3% | +20.9% | -21.3% | -6.3% |
| 6M | +21.3% | +29.9% | -8.5% | +11.0% |
| YTD | +52.3% | +9.6% | +42.7% | +48.2% |
| 1Y | +63.6% | -5.3% | +68.9% | +68.3% |
| 3Y | +3.8% | +16.5% | -12.7% | -0.8% |
| All | +130.8% | +49.8% | +81.0% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ADP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling